Welch's power spectral density estimate

returns
the power spectral density (PSD) estimate, `pxx`

= pwelch(`x`

)`pxx`

,
of the input signal, `x`

, found using Welch's overlapped
segment averaging estimator. When `x`

is a vector,
it is treated as a single channel. When `x`

is
a matrix, the PSD is computed independently for each column and stored
in the corresponding column of `pxx`

. If `x`

is
real-valued, `pxx`

is a one-sided PSD estimate.
If `x`

is complex-valued, `pxx`

is
a two-sided PSD estimate. By default, `x`

is divided
into the longest possible sections to obtain as close to but not exceed
8 segments with 50% overlap. Each section is windowed with a Hamming
window. The modified periodograms are averaged to obtain the PSD estimate.
If you cannot divide the length of `x`

exactly
into an integer number of sections with 50% overlap, `x`

is
truncated accordingly.

uses
the input vector or integer, `pxx`

= pwelch(`x`

,`window`

)`window`

, to divide
the signal into sections. If `window`

is a vector, `pwelch`

divides
the signal into sections equal in length to the length of `window`

.
The modified periodograms are computed using the signal sections multiplied
by the vector, `window`

. If `window`

is
an integer, the signal is divided into sections of length `window`

.
The modified periodograms are computed using a Hamming window of length `window`

.

uses `pxx`

= pwelch(`x`

,`window`

,`noverlap`

) `noverlap`

samples
of overlap from section to section. `noverlap`

must
be a positive integer smaller than `window`

if `window`

is
an integer. `noverlap`

must be a positive integer
less than the length of `window`

if `window`

is
a vector. If you do not specify `noverlap`

, or
specify `noverlap`

as empty, the default number
of overlapped samples is 50% of the window length.

`[`

returns
a frequency vector, `pxx`

,`f`

] = pwelch(___,`fs`

)`f`

, in cycles per unit time.
The sampling frequency, `fs`

, is the number of
samples per unit time. If the unit of time is seconds, then `f`

is
in cycles/sec (Hz). For real–valued signals, `f`

spans
the interval [0,`fs`

/2] when `nfft`

is
even and [0,`fs`

/2) when `nfft`

is
odd. For complex-valued signals, `f`

spans the
interval [0,`fs`

).

`[`

returns
the two-sided Welch PSD estimates at the frequencies specified in
the vector, `pxx`

,`f`

] = pwelch(`x`

,`window`

,`noverlap`

,`f`

,`fs`

)`f`

. The vector, `f`

,
must contain at least 2 elements. The frequencies in `f`

are
in cycles per unit time. The sampling frequency, `fs`

,
is the number of samples per unit time. If the unit of time is seconds,
then `f`

is in cycles/sec (Hz).

`[___] = pwelch(`

returns
the PSD estimate if `x`

,`window`

,___,`spectrumtype`

)`spectrumtype`

is specified
as `'psd'`

and returns the power spectrum if `spectrumtype`

is
specified as `'power'`

.

`[___,`

returns
the `pxxc`

] = pwelch(___,'ConfidenceLevel',`probability`

)`probability`

× 100%
confidence intervals for the PSD estimate in `pxxc`

.

`pwelch(___)`

with no output
arguments plots the Welch PSD estimate in the current figure window.

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